Subject: Fw: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal [C]
From: Paul Morris <
Date: Thu, 13 Mar 2014 21:03:26 -0400
To: Jeffrey Epstein <jeevacation@gmail.com>
Classification: Confidential
There is nothing more important to me than you and leon we have to get this
right, we can talk tomorrow
Original Message
From: Tazia Smith
Sent: 03/13/2014 06:01 PM EDT
To: "Jeffrey epstein" <jeevacation@gmail.com>
Cc: Paul Morris; Vinit Sahni; Nam Gupta; Vahe Stepanian; "Jean Anne
Wiebracht (jeanie)" "Rich Kahn"
Subject: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal [CI
Classification: Confidential
Jeffrey -
As discussed, today you executed the following:
Underlying: Jun14 WTI
Bloomberg code: CLM4 <comdty>
RMS Counterparty code: SOFL
SOFL buys $101 call
SOFL sells $93.5 put
Premium: Zero
Notional: 100,000 bbls on each leg
Both legs knock out if on any day CLM4 fixes below $20/bbl.
Initial Margin = 13%
Tazia Smith
Director
Key Client Partners - US
Deutsche Bank Securities, Inc.
Deutsche Asset & Wealth Management
345 Park Avenue - 26th Floor
New York, NY 10154
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